ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
579.6 |
588.9 |
9.3 |
1.6% |
584.1 |
| High |
590.7 |
600.3 |
9.6 |
1.6% |
601.4 |
| Low |
577.6 |
586.0 |
8.4 |
1.5% |
558.8 |
| Close |
588.5 |
595.6 |
7.1 |
1.2% |
573.7 |
| Range |
13.1 |
14.3 |
1.2 |
9.2% |
42.6 |
| ATR |
14.9 |
14.9 |
0.0 |
-0.3% |
0.0 |
| Volume |
154,579 |
126,648 |
-27,931 |
-18.1% |
343,811 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636.8 |
630.5 |
603.5 |
|
| R3 |
622.5 |
616.3 |
599.5 |
|
| R2 |
608.3 |
608.3 |
598.3 |
|
| R1 |
602.0 |
602.0 |
597.0 |
605.0 |
| PP |
594.0 |
594.0 |
594.0 |
595.5 |
| S1 |
587.8 |
587.8 |
594.3 |
590.8 |
| S2 |
579.8 |
579.8 |
593.0 |
|
| S3 |
565.3 |
573.3 |
591.8 |
|
| S4 |
551.0 |
559.0 |
587.8 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705.8 |
682.3 |
597.3 |
|
| R3 |
663.3 |
639.8 |
585.5 |
|
| R2 |
620.5 |
620.5 |
581.5 |
|
| R1 |
597.3 |
597.3 |
577.5 |
587.5 |
| PP |
578.0 |
578.0 |
578.0 |
573.3 |
| S1 |
554.5 |
554.5 |
569.8 |
545.0 |
| S2 |
535.3 |
535.3 |
566.0 |
|
| S3 |
492.8 |
512.0 |
562.0 |
|
| S4 |
450.3 |
469.3 |
550.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
600.3 |
558.8 |
41.5 |
7.0% |
14.8 |
2.5% |
89% |
True |
False |
99,381 |
| 10 |
602.3 |
558.8 |
43.5 |
7.3% |
14.0 |
2.3% |
85% |
False |
False |
105,899 |
| 20 |
605.1 |
558.8 |
46.3 |
7.8% |
14.0 |
2.4% |
79% |
False |
False |
124,291 |
| 40 |
624.5 |
551.4 |
73.1 |
12.3% |
14.5 |
2.4% |
60% |
False |
False |
140,724 |
| 60 |
624.5 |
551.4 |
73.1 |
12.3% |
14.3 |
2.4% |
60% |
False |
False |
142,948 |
| 80 |
624.5 |
544.0 |
80.5 |
13.5% |
13.3 |
2.2% |
64% |
False |
False |
107,525 |
| 100 |
624.5 |
490.9 |
133.6 |
22.4% |
12.0 |
2.0% |
78% |
False |
False |
86,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
661.0 |
|
2.618 |
637.8 |
|
1.618 |
623.5 |
|
1.000 |
614.5 |
|
0.618 |
609.3 |
|
HIGH |
600.3 |
|
0.618 |
594.8 |
|
0.500 |
593.3 |
|
0.382 |
591.5 |
|
LOW |
586.0 |
|
0.618 |
577.3 |
|
1.000 |
571.8 |
|
1.618 |
562.8 |
|
2.618 |
548.5 |
|
4.250 |
525.3 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
594.8 |
591.5 |
| PP |
594.0 |
587.5 |
| S1 |
593.3 |
583.5 |
|